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Gilles Stoltz

Chargé de recherche CNRS à l'Ecole normale supérieure
Professeur affilié HEC Paris

Vous pouvez également retrouver (une partie de) cette liste sur HAL.
This list is (partially) available on the French open e-print archive HAL.

Manuel de cours / Textbook (in French)

Vincent Rivoirard and Gilles Stoltz, Statistique en action, Vuibert, 2009.
550 pages, out of which 320 are included in the hard copy and 224 can be freely downloaded. 

Article soumis / Submitted articles

[11] Shie Mannor and Gilles Stoltz, A geometric proof of calibration, 2009.

Articles publiés dans des conférences internationales / Articles in proceedings of international conferences

Les articles [1], [2], [5] et [6] ont été présentés à COLT avant d'être complétés et de paraître dans des journaux.

[10] Gábor Lugosi, Omiros Papaspiliopoulos, and Gilles Stoltz, Online multi-task learning with hard constraints, COLT, 2009.

[9] Sébastien Bubeck, Rémi Munos, and Gilles Stoltz, Pure exploration for multi-armed bandit problems, ALT, 2009.
Note: the link is to an extended version submitted for journal publication.

[8] Sébastien Bubeck, Rémi Munos, Gilles Stoltz, and Csaba Szepesvari, X-armed bandits, NIPS, 2008. 
Note: the link is to an extended version submitted for journal publication.

Articles publiés dans des journaux / Published articles

[7] Vivien Mallet, Gilles Stoltz, and Boris Mauricette, Ozone ensemble forecast with machine learning algorithms, Journal of Geophysical Research, 114, D05307, doi:10.1029/2008JD009978, 2009.
Here is the full technical report on which the paper is based.  Slides are also available (talk given in Ottawa for the Marie-Jeanne Laurent-Duhamel prize).  

[6] Shie Mannor, Gábor Lugosi, and Gilles Stoltz, Strategies for prediction under imperfect monitoring, Mathematics of Operations Research, 33:513-528, 2008.
An earlier version appeared in the Proceedings of COLT'07. Slides of talks given at COLT'07 and at 'Entente cordiale' workshop.

[5] Nicolò Cesa-Bianchi, Yishay Mansour, and Gilles Stoltz, Improved second-order bounds for prediction with expert advice, Machine Learning, 66:321-352, 2007. 
This is an invited paper: An earlier version won a Machine Learning Award at COLT'05. Slides of the talk given at  COLT'05.

[4] Gilles Stoltz and Gábor Lugosi, Learning correlated equilibria in games with compact sets of strategies, Games and Economic Behavior, 59:187-208, 2007.
Slides of a presentation of this paper at the second world congress of the Game Theory Society. In French: Présentation faite lors du séminaire de théorie des jeux à l'IHP.

[3] Nicolò Cesa-Bianchi, Gábor Lugosi, and Gilles Stoltz, Regret minimization under partial monitoring, Mathematics of Operations Research, 31:562-580, 2006.
Slides of a presentation of this paper at the CIRM in  Marseille. In French: Présentation faite pour le groupe de travail Apprentissage à l'ENS.

[2] Nicolò Cesa-Bianchi, Gábor Lugosi, and Gilles Stoltz, Minimizing regret with label-efficient prediction, IEEE Transactions on Information Theory, 51:2152-2162, 2005.
An earlier version appeared in the Proceedings of COLT'04.  No English slides for this article: Présentation faite lors d'un congrès à Aussois.

[1] Gilles Stoltz and Gábor Lugosi, Internal regret in on-line portfolio selection, Machine Learning, 59:125-159, 2005.
This is an invited paper: An earlier version won a Machine Learning Award at COLT'03. Slides of the talk given at  COLT'05. Slides of a presentation of this paper at the CIRM in Marseille. In French: Présentation faite lors d'un exposé de séminaire à Nice.

Rapports techniques, à transformer en articles (un jour) / Technical reports to be written up in research papers (some day)

Marie Devaine, Yannig Goude, and Gilles Stoltz, Aggregation of sleeping predictors to forecast electricity consumption, 2009.

Sébastien Gerchinovitz, Vivien Mallet, and Gilles Stoltz, A Further Look at Sequential Aggregation Rules for Ozone Ensemble Forecasting, 2008.

Gilles Stoltz, On the van Trees inequality in a Le Cam's framework, 2001.
Shortnote written for David Pollard during the international semester '2001, a statistics odyseey' in Paris. Writting this research work was the examination! So it has already shown extremely useful.
Here is a readable compact version (in French, though). The English version has to be rewritten entirely.  

Thèse de doctorat / PhD thesis

Gilles Stoltz, Incomplete information and internal regret in prediction of individual sequences, PhD dissertation, Université Paris-Sud, 2005.
All chapters but the first one are in English. The pdf file has a sieze of 1,912 Kbytes. Slides of the defense are also available
You even get to see some pictures of the defense (and of the party at night!): with my twin brother, end of my presentation, jury (1), jury (2), party (0), party (1), party (2).